+104.6%
VGT vs COMP
-10.9%
+115.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.7% | -3.4% | -1.9% |
| 7D | +2.5% | 0.0% | +2.5% | +2.4% |
| 30D | -9.5% | +16.6% | -26.1% | -11.6% |
| 3M | -9.5% | -23.5% | +14.0% | -6.6% |
| 6M | -1.8% | +25.7% | -27.5% | -5.9% |
| YTD | +18.4% | -3.4% | +21.8% | +16.0% |
| 1Y | +18.7% | +7.6% | +11.2% | +14.5% |
| 3Y | +103.8% | +423.6% | -319.8% | +47.8% |
| All | +104.6% | -10.9% | +115.5% | +89.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded COMP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling